+22.6%
BROS vs MTCH
-72.7%
+95.2%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.7% | -2.7% | -2.2% |
| 7D | -6.6% | -2.4% | -4.2% | -5.8% |
| 30D | -12.3% | +12.8% | -25.1% | -16.0% |
| 3M | -22.2% | +20.0% | -42.2% | -27.2% |
| 6M | -14.3% | +34.7% | -49.0% | -22.8% |
| YTD | -26.6% | +30.6% | -57.1% | -33.2% |
| 1Y | -31.5% | +10.9% | -42.4% | -34.3% |
| 3Y | +62.3% | -2.0% | +64.3% | +54.9% |
| All | +22.6% | -72.7% | +95.2% | +60.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MTCH.
Daily Out/Under-Performance
Portfolio return minus MTCH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTCH return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded MTCH wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling